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Random Forests are without contest one of the most robust, accurate and versatile tools for solvi...
Random Forests are without contest one of the most robust, accurate and versatile tools for solving machine learning tasks. Implementing this algorithm properly and efficiently remains however a challenging task involving issues that are easily overlooked if not considered with care. In this talk, we present the Random Forests implementation developed within the Scikit-Learn machine learning library. In particular, we describe the iterative team efforts that led us to gradually improve our codebase and eventually make Scikit-Learn's Random Forests one of the most efficient implementations in the scientific ecosystem, across all libraries and programming languages. Algorithmic and technical optimizations that have made this possible include:
- An efficient formulation of the decision tree algorithm, tailored for Random Forests;
- Cythonization of the tree induction algorithm;
- CPU cache optimizations, through low-level organization of data into contiguous memory blocks;
- Efficient multi-threading through GIL-free routines;
- A dedicated sorting procedure, taking into account the properties of data;
- Shared pre-computations whenever critical.
Overall, we believe that lessons learned from this case study extend to a broad range of scientific applications and may be of interest to anybody doing data analysis in Python.